V-Lab
Goldman Sachs Group Inc/The APARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:23.22% (+0.08%)
Analysis last updated: Tuesday, April 30, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 16.93 | |
| 0.0638 | 28.62 | |
| 0.9346 | 476.82 | |
| 0.3311 | 13.34 | |
| 1.4527 | 28.54 |
Estimation Period:
May 4, 1999 to Apr 26, 2024
May 4, 1999 to Apr 26, 2024
News Impact Curve
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